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A new mixture model for the estimation of credit card exposure at default - MaRDI portal

A new mixture model for the estimation of credit card exposure at default (Q320980)

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scientific article; zbMATH DE number 6635791
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A new mixture model for the estimation of credit card exposure at default
scientific article; zbMATH DE number 6635791

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    A new mixture model for the estimation of credit card exposure at default (English)
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    7 October 2016
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    risk management
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    forecasting
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    panel models
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    survival models
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    macroeconomic variables
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